I have recently got my first mobile phone; HTC s710. I am having trouble installing programs on it. Take this (posted below due to regulations) application for example. (I probably shouldn't advertise for another site here...).

How do I install it on the s710? I have searched for guides and tutorials, and looked in the htc-guide, but without success.

A tutorial broken down into nice easy-to-understand pieces would be very much appreciated.